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A Ruin Model with Random Income and Dependence between Claim Sizes and Claim Intervals 被引量:2

A Ruin Model with Random Income and Dependence between Claim Sizes and Claim Intervals
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出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2010年第4期625-632,共8页 应用数学学报(英文版)
关键词 Ruin model expected discounted penalty function DEPENDENCE ruin probability Ruin model expected discounted penalty function dependence ruin probability
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参考文献14

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  • 2Albercher, H., Boxma, O. J. A ruin model with dependence between claim sizes and claim intervals. Insurances: Mathematics and Economics, 35:245-254 (2004).
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  • 4Bao, Z.H. The expected discounted penalty at ruin in the risk process with random income. Applied Mathematics and Computation, 179:559-566 (2006).
  • 5Bao, Z.H. A note on the compound binomial model with randomized dividend strategy. Applied Mathematics and Computation, 1:276-286 (2007).
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  • 7Boudreault, M., Cossette, H., Landriault, D. On a risk of model with dependence between interclaim arrivals and claim sizes. Scandinavian Actuarial Journal, 265-285 (2006).
  • 8Cai, J., Dickson, D.C.M. On the expected discounted penalty function at ruin of a surplus process with interest. Insurances: Mathematics and Economics, 30:389 404 (2002).
  • 9Landriault, D. Constant dividend barrier in a risk model with interclaim-dependent claim sizes. Insurance: Mathematics and Economics, 16:31-38 (2007).
  • 10Marcus, M., Minc, H. A survey of Matrix Theory and Matrix Inequalities. Allyn and Bacon, 146-147 (1946).

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